In a post on X, the General Directorate of Saudi Civil Defense said fragments fell in Wadi Mughamas outside Mecca, the Al-Nuzha neighbourhood in Jeddah, Wadi Jalil in Taif and an uninhabited location in Rabigh.
The agency had earlier issued warnings about a potential threat across four western provinces, including Mecca, urging residents to move to the nearest safe location.
The incident has heightened security concerns in Saudi Arabia, particularly because Mecca and Medina are Islam's two holiest cities.
Houthis deny targeting Mecca, Medina
The Houthi rebels rejected Saudi Arabia's account, denying that their forces had targeted the two holy cities.
“What the Saudi enemy is promoting about our forces targeting the holy areas of Mecca and Medina is a great and huge lie,” Houthi military spokesperson Yahya Saree told the media.
The competing claims could not be independently verified.
Houthis claim attacks on airports, oil facilities
Earlier on Saturday, the Houthis said they had targeted several Saudi sites during attacks carried out on Friday and Saturday.
Saree said the group targeted King Khalid International Airport in Riyadh in two phases, as well as airports in the Dammam and Najran regions.
The group also claimed attacks on the Khamis Mushait air base in southern Saudi Arabia and crude oil pumping stations along the east-west oil pipeline.
The Saudi Civil Defence announcement followed these claims, although the full extent of the damage and the effectiveness of the reported interceptions remained unclear.
Ballistic missile attacks reported in Aden
The escalation has also spread to southern Yemen.
The country's Saudi-backed government said on Saturday that the Houthis fired three ballistic missiles at coast guard facilities in the southern port city of Aden.
The reported attack adds to concerns that the conflict could widen further, threatening critical infrastructure and increasing risks to civilians across the region.
Escalation threatens fragile Yemen truce
The latest hostilities have undermined the United Nations-mediated truce agreed in 2022, which had largely curbed cross-border attacks between the Houthis and the Saudi-led coalition.
The coalition supports Yemen's internationally recognised government, while the Houthis retain control of the capital, Sanaa, and other parts of the country.
The renewed attacks on Saudi territory and military and energy infrastructure mark a further deterioration in regional security. With both sides issuing conflicting accounts, the scale of the escalation and its potential consequences remain uncertain.